401-0663-00L  Numerical Methods for CSE

SemesterAutumn Semester 2016
LecturersR. Hiptmair
Periodicityyearly recurring course
Language of instructionEnglish


401-0663-00 VNumerical Methods for CSE
No classes on October 13, 14, 20, and 21, 2016
4 hrs
Thu08:15-10:00HG F 1 »
Fri13:15-15:00HG F 1 »
15:15-16:00HG F 1 »
R. Hiptmair
401-0663-00 UNumerical Methods for CSE
Mon 10-12, Mon 12-14, or Mon 13-15 according to exercise group allocation.
In addition, a `Zentralpräsenz' will be offered (Mon 18-20 in HG E 41).
2 hrs
Mon10:15-12:00CLA E 4 »
10:15-12:00LFW E 11 »
10:15-12:00LFW E 13 »
10:15-12:00ML H 41.1 »
10:15-12:00ML J 34.1 »
10:15-12:00ML J 34.3 »
10:15-12:00ML J 37.1 »
12:15-14:00LFW C 4 »
13:15-15:00CLA E 4 »
13:15-15:00HG E 33.3 »
13:15-15:00HG F 26.5 »
13:15-15:00LEE D 105 »
R. Hiptmair

Catalogue data

AbstractThe course gives an introduction into fundamental techniques and algorithms of numerical mathematics which play a central role in numerical simulations in science and technology. The course focuses on fundamental ideas and algorithmic aspects of numerical methods. The exercises involve actual implementation of numerical methods in C++.
Objective* Knowledge of the fundamental algorithms in numerical mathematics
* Knowledge of the essential terms in numerical mathematics and the
techniques used for the analysis of numerical algorithms
* Ability to choose the appropriate numerical method for concrete problems
* Ability to interpret numerical results
* Ability to implement numerical algorithms afficiently
Content1. Direct Methods for linear systems of equations
2. Least Squares Techniques
3. Data Interpolation and Fitting
4. Filtering Algorithms
8. Approximation of Functions
9. Numerical Quadrature
10. Iterative Methods for non-linear systems of equations
11. Single Step Methods for ODEs
12. Stiff Integrators
Lecture notesLecture materials (PDF documents and codes) will be made available to participants:

Lecture document: Link

Lecture Git repository: Link

Tablet classroom notes: Link

Lecture recording: Link

Homework problems: Link
LiteratureU. ASCHER AND C. GREIF, A First Course in Numerical Methods, SIAM, Philadelphia, 2011.

A. QUARTERONI, R. SACCO, AND F. SALERI, Numerical mathematics, vol. 37 of Texts in Applied Mathematics, Springer, New York, 2000.

W. Dahmen, A. Reusken "Numerik für Ingenieure und Naturwissenschaftler", Springer 2006.

M. Hanke-Bourgeois "Grundlagen der Numerischen Mathematik und des wissenschaftlichen Rechnens", BG Teubner, 2002

P. Deuflhard and A. Hohmann, "Numerische Mathematik I", DeGruyter, 2002
Prerequisites / NoticeThe course will be accompanied by programming exercises in C++ relying on the template library EIGEN. Familiarity with C++, object oriented and generic programming is an advantage. Participants of the course are expected to learn C++ by themselves.

Performance assessment

Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
In examination block forBachelor's Degree Programme in Computational Science and Engineering 2016; Version 27.03.2018 (Examination Block G1)
Bachelor's Programme in Computational Science and Engineering 2010; Version 01.08.2016 (Examination Block G1)
Bachelor's Programme in Computational Science and Engineering 2012; Version 13.12.2016 (Examination Block G1)
ECTS credits7 credits
ExaminersR. Hiptmair
Typesession examination
Language of examinationEnglish
RepetitionThe performance assessment is offered every session. Repetition possible without re-enrolling for the course unit.
Admission requirementA 30-minute mid-term and a 30-minute end-term exam will be held during the teaching period on dates specified in the beginning of the semester. They will be regarded as central elements, graded on a pass-fail basis, and at least one of them has to be passed in order to be admitted to the final exam in the exam session. In case of proven illness, either exam can be repeated shortly after the end of the teaching period.
Mode of examinationwritten 180 minutes
Additional information on mode of examinationComputer based examination involving coding problems beside theoretical questions. Parts of the lecture documents and other materials will be made available online during the examination. A 30-minute mid-term exam and a 30-minute end term exam will be held during the teaching period on dates specified in the beginning of the semester. Points earned in these exams will be taken into account through a bonus of up to 20% of the total points in the final session exam.
Written aidsSummary of up to 10 pages A4 in the candidates own handwriting. No printouts and copies are allowed.
Online examinationThe examination may take place on the computer.
If the course unit is part of an examination block, the credits are allocated for the successful completion of the whole block.
This information can be updated until the beginning of the semester; information on the examination timetable is binding.

Learning materials

Main linkCourse web page
Only public learning materials are listed.


No information on groups available.


There are no additional restrictions for the registration.

Offered in

Computational Biology and Bioinformatics MasterMethods of Computer ScienceWInformation
Computer Science BachelorCompulsory Courses (3. Sem.)OInformation
Computational Science and Engineering BachelorBlock G1OInformation